+1,094.7%
TTMI vs TAP
-51.4%
+1,146.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | +7.5% | -5.1% | +12.6% | +8.6% |
| 30D | -4.5% | -8.4% | +4.0% | -3.0% |
| 3M | -28.5% | -3.9% | -24.6% | -28.7% |
| 6M | +28.4% | -14.4% | +42.7% | +31.4% |
| YTD | +80.1% | -14.7% | +94.8% | +83.7% |
| 1Y | +161.0% | -18.7% | +179.7% | +168.2% |
| 3Y | +862.4% | -32.6% | +895.1% | +927.9% |
| 5Y | +812.9% | -1.4% | +814.3% | +758.7% |
| 10Y | +1,094.7% | -50.4% | +1,145.1% | +1,014.9% |
| All | +1,094.7% | -51.4% | +1,146.1% | +1,014.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling